Probabilistic Analysis of Multivariate GARCH Models

Inhaltsangabe:Die Einleitung senden wir Ihnen auf Anfrage unter [email protected] gerne zu. Inhaltsverzeichnis:Table of Contents: Introductionii 1.Preliminaries1 1.1Markov Chains1 1.1.1Strict Stationarity and Stationarity2 1.1.2Invariant Measures3 1.1.3Irreducibility, Small Sets and Aperiodic Chains4 1.1.4Petite Sets5 1.1.5Feller Chains6 1.1.6Transience, Recurrence and Harris Recurrence8 1.1.7Ergodic...